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, exports, capital and labour in the case of Turkey using the time series data for the period 1968-2008. This research tests the … interrelationships between the variables using the bounds testing to cointegration procedure. The bounds test results indicate that there …
Persistent link: https://www.econbiz.de/10008871162
cointegration approach, the VECM Granger causality test, Generalized impulse responses functions and variance decomposition in Iran …
Persistent link: https://www.econbiz.de/10012992709
We present Turkey’s manufacturing-sector innovation data and, for the first time, analyze likely relationships among … transitions from economic crisis and recovery periods. We conclude that the Turkey’s manufacturing sectors’ energy consumptions …-saving-oriented, reflecting Turkey’s past supply-oriented energy policy. The leader innovating sectors are, nevertheless, expected to contribute …
Persistent link: https://www.econbiz.de/10004976976
This study runs a cointegration analysis on annual data from 1980 to 2007 to investigate the relationship between …, Stock-Watson dynamic ordinary least squares (DOLS), the bounds testing approach to cointegration and error correction … modelling. The empirical results suggest that there is a stable long run linear cointegration relationship between these three …
Persistent link: https://www.econbiz.de/10011259952
in techniques. We find that the results of the cointegration tests could be affected by the structural break(s) in the … an ultimate conclusion on the cointegration and causal direction between energy and output. When alternative frameworks …
Persistent link: https://www.econbiz.de/10009647268
. Stationarity tests reveal that both series are non-stationary, or I(1). Moreover, we found a cointegration relationship between the …
Persistent link: https://www.econbiz.de/10008833269
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …
Persistent link: https://www.econbiz.de/10005622096
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …
Persistent link: https://www.econbiz.de/10005789941
-run for Turkey over the period 1980-2005. The bounds testing cointegration approach is employed to estimate the trade balance …
Persistent link: https://www.econbiz.de/10011107634
football competition level in the case of Turkey. To test this hypothesis empirically, coefficient of variation values are … computed seasonally for Turkish Super League over 1994-2010. This variable along the FIFA ranking of Turkey in the same period … are used in the framework of ARDL approach to cointegration. The empirical results suggest that a 1% increase in the …
Persistent link: https://www.econbiz.de/10011109384